+21.3%
EXC vs KMX
-25.6%
+46.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.8% |
| 7D | +1.2% | -0.7% | +1.9% | +1.2% |
| 30D | -2.7% | +4.1% | -6.8% | -2.8% |
| 3M | -1.0% | +27.5% | -28.5% | -1.7% |
| 6M | -9.3% | +43.6% | -52.8% | -10.3% |
| YTD | +3.6% | +56.8% | -53.1% | +1.5% |
| 1Y | +5.9% | -1.3% | +7.2% | +7.0% |
| 3Y | +21.3% | -25.4% | +46.7% | +22.0% |
| All | +21.3% | -25.6% | +46.9% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling